메뉴 건너뛰기




Volumn 33, Issue 3, 2009, Pages 649-665

Solving heterogeneous-agent models by projection and perturbation

Author keywords

Heterogeneous agents; Invariant distribution; Perturbation methods; Projection methods

Indexed keywords


EID: 59349100520     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2008.08.010     Document Type: Article
Times cited : (156)

References (24)
  • 1
    • 38949115643 scopus 로고    scopus 로고
    • Solving heterogeneous-agent models with parameterized cross-sectional distributions
    • Algan Y., Allais O., and Den Haan W.J. Solving heterogeneous-agent models with parameterized cross-sectional distributions. Journal of Economic Dynamics & Control 32 3 (2008) 875-908
    • (2008) Journal of Economic Dynamics & Control , vol.32 , Issue.3 , pp. 875-908
    • Algan, Y.1    Allais, O.2    Den Haan, W.J.3
  • 2
    • 59349100100 scopus 로고    scopus 로고
    • Bohacek, R., Kejak, M., 2005. Projection methods for economies with heterogeneous agents. CERGE-EI Working Paper 258.
    • Bohacek, R., Kejak, M., 2005. Projection methods for economies with heterogeneous agents. CERGE-EI Working Paper 258.
  • 3
    • 0000257419 scopus 로고    scopus 로고
    • Entry, exit, embodied technology, and business cycles
    • Campbell J. Entry, exit, embodied technology, and business cycles. Review of Economic Dynamics 1 2 (1998) 371-408
    • (1998) Review of Economic Dynamics , vol.1 , Issue.2 , pp. 371-408
    • Campbell, J.1
  • 4
    • 0040154980 scopus 로고    scopus 로고
    • A theory of the consumption function, with and without liquidity constraints
    • Carroll C.D. A theory of the consumption function, with and without liquidity constraints. Journal of Economic Perspectives 15 3 (2001) 23-45
    • (2001) Journal of Economic Perspectives , vol.15 , Issue.3 , pp. 23-45
    • Carroll, C.D.1
  • 5
    • 59349103203 scopus 로고    scopus 로고
    • Carroll, C.D., 2004. Theoretical foundations of buffer stock saving. NBER Working Paper No. 10867.
    • Carroll, C.D., 2004. Theoretical foundations of buffer stock saving. NBER Working Paper No. 10867.
  • 6
    • 0031352533 scopus 로고    scopus 로고
    • Solving dynamic models with aggregate shocks and heterogenous agents
    • Den Haan W.J. Solving dynamic models with aggregate shocks and heterogenous agents. Macroeconomic Dynamics 1 (1997) 355-386
    • (1997) Macroeconomic Dynamics , vol.1 , pp. 355-386
    • Den Haan, W.J.1
  • 7
    • 59349092847 scopus 로고    scopus 로고
    • Den Haan, W.J., 2007. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents. Manuscript.
    • Den Haan, W.J., 2007. Assessing the accuracy of the aggregate law of motion in models with heterogeneous agents. Manuscript.
  • 8
    • 59349109454 scopus 로고    scopus 로고
    • Haefke, C., Reiter, M., 2006. Endogenous labor market participation and the business cycle. IZA DP 2029.
    • Haefke, C., Reiter, M., 2006. Endogenous labor market participation and the business cycle. IZA DP 2029.
  • 11
    • 59349083879 scopus 로고    scopus 로고
    • Judd, K.L., 2004. Existence, uniqueness, and computational theory for time consistent equilibria: a hyperbolic discounting example. Manuscript.
    • Judd, K.L., 2004. Existence, uniqueness, and computational theory for time consistent equilibria: a hyperbolic discounting example. Manuscript.
  • 12
    • 59349088385 scopus 로고    scopus 로고
    • Kim, J., Kim, S., Kollmann, R., 2007. Perturbation analysis of a heterogeneous agent economy with incomplete asset markets. Manuscript.
    • Kim, J., Kim, S., Kollmann, R., 2007. Perturbation analysis of a heterogeneous agent economy with incomplete asset markets. Manuscript.
  • 13
    • 70350276239 scopus 로고    scopus 로고
    • Quantitative macroeconomic models with heterogeneous agents
    • Blundell R., Newey W.K., and Persson T. (Eds), Cambridge University Press, New York, NY
    • Krusell P., and Smith A. Quantitative macroeconomic models with heterogeneous agents. In: Blundell R., Newey W.K., and Persson T. (Eds). Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress (2006), Cambridge University Press, New York, NY
    • (2006) Advances in Economics and Econometrics: Theory and Applications, Ninth World Congress
    • Krusell, P.1    Smith, A.2
  • 14
    • 0032451887 scopus 로고    scopus 로고
    • Income and wealth heterogeneity in the macroeconomy
    • Krusell P., and Smith A.A. Income and wealth heterogeneity in the macroeconomy. Journal of Political Economy 106 5 (1998) 867-896
    • (1998) Journal of Political Economy , vol.106 , Issue.5 , pp. 867-896
    • Krusell, P.1    Smith, A.A.2
  • 15
    • 33646365590 scopus 로고    scopus 로고
    • Competitive equilibria of economies with a continuum of consumers and aggregate shocks
    • Miao J. Competitive equilibria of economies with a continuum of consumers and aggregate shocks. Journal of Economic Theory 128 (2006) 274-298
    • (2006) Journal of Economic Theory , vol.128 , pp. 274-298
    • Miao, J.1
  • 19
    • 59349084250 scopus 로고    scopus 로고
    • Preston, B., Roca, M., 2007. Incomplete markets, heterogeneity and macroeconomic dynamics. NBER Working Paper 13260.
    • Preston, B., Roca, M., 2007. Incomplete markets, heterogeneity and macroeconomic dynamics. NBER Working Paper 13260.
  • 20
    • 59349095599 scopus 로고    scopus 로고
    • Reiter, M., 2002. Recursive solution of heterogenous agent models. Manuscript, Universitat Pompeu Fabra.
    • Reiter, M., 2002. Recursive solution of heterogenous agent models. Manuscript, Universitat Pompeu Fabra.
  • 21
    • 0035048873 scopus 로고    scopus 로고
    • Using elasticities to derive optimal income tax rates
    • Saez E. Using elasticities to derive optimal income tax rates. Review of Economic Studies 68 (2001) 205-229
    • (2001) Review of Economic Studies , vol.68 , pp. 205-229
    • Saez, E.1
  • 22
    • 0036810481 scopus 로고    scopus 로고
    • Solving linear rational expectations models
    • Sims C.A. Solving linear rational expectations models. Computational Economics 20 1-2 (2001) 1-20
    • (2001) Computational Economics , vol.20 , Issue.1-2 , pp. 1-20
    • Sims, C.A.1
  • 24
    • 52649158668 scopus 로고    scopus 로고
    • An algebraic multigrid preconditioner for a class of singular M-matrices
    • Virnik E. An algebraic multigrid preconditioner for a class of singular M-matrices. SIAM Journal on Scientific Computing 29 5 (2007) 1982-1991
    • (2007) SIAM Journal on Scientific Computing , vol.29 , Issue.5 , pp. 1982-1991
    • Virnik, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.